Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49658.96 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45597.75 Kr¶

PnL: ---------------------------------------> 541.75 Kr¶

DD now: ---------------------------------> -6.516 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:14:23.411066'

Anic Portfolio¶

Today¶

Return: 1.607 %¶

This Week¶

Return: 0.722 %¶

Total portfolio value¶

Return including deposits: 62.571 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.490000 1668.960000 199.960000 13.610000 1468.999998
Sedana Medical 93 3.910000 2669.100000 148.100000 5.870000 2521.000011
Orrön Energy 180 5.820000 2176.200000 133.200000 6.520000 2043.000000
Atrium Ljungberg B 5 4.620000 996.500000 61.500000 6.580000 935.000000
Platzer Fastigheter Holding B 12 4.700000 1015.200000 54.200000 5.640000 960.999996
Sagax A 4 5.120000 904.000000 50.000000 5.850000 854.000000
JM 6 3.900000 912.000000 48.000000 5.560000 864.000000
Catena 2 4.330000 838.000000 46.000000 5.810000 792.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.000000 997.200000 30.200000 3.120000 966.999996
BioGaia B 8 1.970000 952.800000 22.800000 2.450000 930.000000
VEF 909 3.000000 1872.540000 22.540000 1.220000 1850.000436
Byggmax Group 33 1.940000 971.520000 15.520000 1.620000 956.000001
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Biotage 7 0.890000 951.300000 10.300000 1.090000 940.999997
Clas Ohlson B 12 0.860000 982.800000 9.800000 1.010000 972.999996
OX2 13 1.660000 956.150000 6.150000 0.650000 949.999999
EQT 4 0.970000 836.000000 4.000000 0.480000 832.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.200000 401.600000 -0.400000 -0.100000 402.000000
ASSA ABLOY B 3 0.040000 776.100000 -2.900000 -0.370000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 0.120000 902.550000 -18.450000 -2.000000 921.000003
SKF B 5 -1.720000 916.000000 -24.000000 -2.550000 940.000000
Creaspac SPAC 39 -0.210000 3689.400000 -28.600000 -0.770000 3717.999987
Hexagon B 26 1.230000 3432.000000 -29.000000 -0.840000 3461.000010
Indutrade 5 2.110000 1185.500000 -32.500000 -2.670000 1218.000000
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Latour B 4 -0.050000 817.600000 -39.400000 -4.600000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45597.750000 541.750000 -6.51613% 45056.000411

Updated:¶

'2023-07-04 16:14:40.989694'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶